+708.8%
CPRT vs KEYS
+1,086.4%
-377.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -0.4% | +2.9% | -3.3% | -1.3% |
| 30D | +8.2% | -1.3% | +9.6% | +8.3% |
| 3M | +2.3% | -0.1% | +2.4% | +0.4% |
| 6M | -14.7% | +17.4% | -32.1% | -21.8% |
| YTD | -18.2% | +62.9% | -81.1% | -34.7% |
| 1Y | -33.4% | +95.7% | -129.1% | -50.9% |
| 3Y | -28.3% | +150.2% | -178.5% | -53.7% |
| 5Y | -9.8% | +83.1% | -92.9% | -34.9% |
| 10Y | +412.4% | +1,020.9% | -608.6% | +103.3% |
| All | +708.8% | +1,086.4% | -377.6% | +222.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KEYS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling